The Toffees progressed to the last 32 of the Uefa Cup thanks to Wednesday's 1-0 win over Zenit St Petersburg.
"They (Zenit) are a great team and I am happy for the lads and the football club as it is a big night," Cahill told Setanta Sports News.
"You just try so hard to get in the right areas and for us to make so many chances is positive. We definitely would have been disappointed if we had not got a win or a draw, with them going down to ten men.
"We have not had the experience (of European competition), but we are not going to complain about it as it is a big occasion.
"If you had said we were going to get nine points from three games we would have ripped your hands off.
"So to get through and to be involved in this competition and doing well in the Premier League and cups is positive."